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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~person:"Zhang, Yaojie"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Forecasting model
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
Börsenkurs
2
Capital income
2
China
2
Kapitaleinkommen
2
Oil price
2
Share price
2
Stock market
2
Volatility forecasting
2
Ölpreis
2
Aktienindex
1
Capital market returns
1
Chinese crude oil futures market
1
Combinations forecasts
1
Commodity derivative
1
EPU
1
Economic forecast
1
Economic gains
1
Economic indicator
1
Economic policy
1
Erdöl
1
Estimation
1
Forecast performance
1
GEPU
1
Intraday momentum and reversal
1
Kapitalmarktrendite
1
Macroeconomic variables
1
Out-of-sample
1
Petroleum
1
Predictive regression
1
Realized skewness
1
Return predictability
1
Risk transmission
1
Rohstoffderivat
1
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English
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Zhang, Yaojie
Ma, Feng
5
Todorova, Neda
4
Liu, Jing
3
Cross, Jamie
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
Liang, Fang
2
Liu, Li
2
Su, Jen-je
2
Wahab, M. I. M.
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Amendola, Alessandra
1
Balcilar, Mehmet
1
Bao Hoang Nguyen
1
Bouri, Elie
1
Brini, Alessio
1
Bucci, Andrea
1
Candila, Vincenzo
1
Charfeddine, Lanouar
1
Chen, Junping
1
Chen, Mei-Ping
1
Chen, Si
1
Chen, Wang
1
Chevallier, Julien
1
Choo, Wei Chong
1
Chundakkadan, Radeef
1
Deng, Pingjun
1
Deschamps, Bruno
1
Erdemlioglu, Deniz
1
Ergin, Hüseyin
1
Fang, Libing
1
Fatnassi, Ibrahim
1
Fazilet, Fatih
1
Ferrara, Laurent
1
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Economic modelling
Applied economics
6
Energy economics
6
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Bulletin of economic research
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
4
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
4
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
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